Some families of differential systems with random delays and methods of their analysis
Автор: Poloskov I.E.
Журнал: Вестник Пермского университета. Серия: Математика. Механика. Информатика @vestnik-psu-mmi
Рубрика: Механика. Математическое моделирование
Статья в выпуске: 3 (30), 2015 года.
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In this paper we consider some schemes for an aproximate analysis of linear and nonlinear dynamic systems described by deterministic and stochastic differential equations with random delays. The schemes are based on the classical step method, an extension of state space and a statistical modelling. In a number of cases such the scheme allows to transform the original equations to a system of stochastic differential equations without delays.
Stochastic analysis, dynamic system, random, modelling, state vector, transition process, delay
Короткий адрес: https://sciup.org/14729987
IDR: 14729987